BP vs SPY: returns, Sharpe ratio and drawdown

Over the past year, BP returned +51.14% against +13.70% for SPY. Over five years, BP averaged +11.85% a year, compared with +10.77% for SPY. BP had the higher Sharpe ratio over the past year (1.39 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -24.10% for BP.